{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,9,4]],"date-time":"2024-09-04T23:39:26Z","timestamp":1725493166857},"publisher-location":"Berlin, Heidelberg","reference-count":8,"publisher":"Springer Berlin Heidelberg","isbn-type":[{"type":"print","value":"9783540440741"},{"type":"electronic","value":"9783540460848"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2002]]},"DOI":"10.1007\/3-540-46084-5_192","type":"book-chapter","created":{"date-parts":[[2007,10,19]],"date-time":"2007-10-19T12:20:51Z","timestamp":1192796451000},"page":"1186-1191","source":"Crossref","is-referenced-by-count":2,"title":["Mixtures of Autoregressive Models for Financial Risk Analysis"],"prefix":"10.1007","author":[{"given":"Alberto","family":"Su\u00e1rez","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"297","published-online":{"date-parts":[[2002,8,21]]},"reference":[{"key":"192_CR1","doi-asserted-by":"crossref","unstructured":"R. Jacobs and M. Tanner. Mixtures of X. In A. J. C. Sharkey, editor, Combining Artificial Neural Nets, pages 267\u2013296, London, 1999. Springer.","DOI":"10.1007\/978-1-4471-0793-4_11"},{"issue":"4","key":"192_CR2","doi-asserted-by":"publisher","first-page":"373","DOI":"10.1142\/S0129065795000251","volume":"6","author":"A. S. Weigend","year":"1995","unstructured":"A. S. Weigend, M. Mangeas, and A. N. Srivastava. Nonlinear gated experts for time series: Discovering regimes and avoiding overfitting. International Journal of Neural Systems, 6(4):373\u2013399, 1995.","journal-title":"International Journal of Neural Systems"},{"key":"192_CR3","unstructured":"A. J. Zeevi, R. Meir, and R. J. Adler. Non-linear models for time series using mixtures of autorregressive models. Preprint, 1999."},{"key":"192_CR4","doi-asserted-by":"publisher","first-page":"95","DOI":"10.1111\/1467-9868.00222","volume":"62","author":"C. S. Wong","year":"2000","unstructured":"C. S. Wong and W. K. Li. On a mixture autoregressive model. Journal of the Royal Statistical Society B, 62:95\u2013115, 2000.","journal-title":"Journal of the Royal Statistical Society B"},{"key":"192_CR5","doi-asserted-by":"publisher","first-page":"61","DOI":"10.2202\/1558-3708.1041","volume":"3","author":"G. Gonz\u00e1lez-Rivera","year":"1998","unstructured":"G. Gonz\u00e1lez-Rivera. Smooth transition GARCH models. Studies in Nonlinear Dynamics and Econometrics, 3:61\u201378, 1998.","journal-title":"Studies in Nonlinear Dynamics and Econometrics"},{"key":"192_CR6","unstructured":"S. Lundbergh and T. Tersvirta. Modelling economic high-frequency time series with STAR-GARCH models. Working Paper, No. 291, Stockholm School of Economics, 1998."},{"key":"192_CR7","doi-asserted-by":"crossref","DOI":"10.1515\/9780691218632","volume-title":"Time Series Analysis","author":"J. D. Hamilton","year":"1994","unstructured":"J. D. Hamilton. Time Series Analysis. Princeton University Press, Princeton, NJ, 1994."},{"key":"192_CR8","doi-asserted-by":"publisher","first-page":"181","DOI":"10.1162\/neco.1994.6.2.181","volume":"6","author":"M. I. Jordan","year":"1994","unstructured":"M. I. Jordan and R. A. Jacobs. Hierarchical mixtures of experts and the EM algorithm. Neural Computation, 6:181\u2013214, 1994.","journal-title":"Neural Computation"}],"container-title":["Lecture Notes in Computer Science","Artificial Neural Networks \u2014 ICANN 2002"],"original-title":[],"link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/3-540-46084-5_192","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2021,8,25]],"date-time":"2021-08-25T23:25:52Z","timestamp":1629933952000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/3-540-46084-5_192"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2002]]},"ISBN":["9783540440741","9783540460848"],"references-count":8,"URL":"https:\/\/doi.org\/10.1007\/3-540-46084-5_192","relation":{},"ISSN":["0302-9743"],"issn-type":[{"type":"print","value":"0302-9743"}],"subject":[],"published":{"date-parts":[[2002]]}}}